@adaptic/utils 0.0.373 → 0.0.374
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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@@ -78,7 +78,7 @@ export interface AssetClassCharacteristics {
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/** Liquidity score (0-100) */
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liquidityScore: number;
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/** Correlation with other asset classes */
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-
correlations: Map<AllocationAssetClass,
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+
correlations: Map<AllocationAssetClass, number>;
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/** Current market cap or total value available */
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marketSize: number;
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/** Transaction costs (%) */
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@@ -191,7 +191,7 @@ export interface RiskAnalysis {
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/** Currency risk */
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currencyRisk: number;
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/** Risk decomposition by asset class */
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-
riskDecomposition: Map<AllocationAssetClass,
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+
riskDecomposition: Map<AllocationAssetClass, number>;
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}
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/**
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* Diversification metrics
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@@ -246,15 +246,15 @@ export interface AllocationInput {
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/** Total account size */
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accountSize: number;
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/** Current positions (if any) */
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-
currentPositions?: Map<AllocationAssetClass,
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+
currentPositions?: Map<AllocationAssetClass, number>;
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/** User preferences */
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preferences?: AllocationPreferences;
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/** Asset class characteristics */
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-
assetCharacteristics:
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+
assetCharacteristics: AssetClassCharacteristics[];
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/** Additional constraints */
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constraints?: AllocationConstraint[];
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/** Historical performance data (optional) */
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-
historicalData?: Map<AllocationAssetClass,
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+
historicalData?: Map<AllocationAssetClass, HistoricalData>;
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}
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/**
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* Historical performance data
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@@ -1 +1 @@
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1
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-
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